On an optimum test of the equality of two covariance matrices

DOI10.1007/BF00058645zbMath0781.62074MaRDI QIDQ1206657

N. C. Giri

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

locally best invariant testslocally minimax testsPillai's testtype \(D\) critical region

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
• Local and Asymptotic Minimax Properties of Multivariate Tests
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• On Tests of the Equality of Two Covariance Matrices
• A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices
• On the Theory of Unbiased Tests of Simple Statistical Hypotheses Specifying the Values of Two or More Parameters
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• Some New Test Criteria in Multivariate Analysis

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